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~isPartOf:"Research in international business and finance"
~language:"eng"
~person:"Blundell, Richard W."
~person:"Bouri, Elie"
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Ma, Feng"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Labour supply"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Einführung"
~type_genre:"Festschrift"
~type_genre:"Government document"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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ARCH model
Capital income
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Kapitaleinkommen
7
Volatility
7
Volatilität
7
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Blundell, Richard W.
Bouri, Elie
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Ma, Feng
McMillan, David G.
Mills, Terence C.
Walker, Ian
Zhang, Wei
Gupta, Rangan
9
Zaremba, Adam
6
Lau, Chi Keung
5
Papadamou, Stephanos
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Tiwari, Aviral Kumar
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Caporale, Guglielmo Maria
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Ftiti, Zied
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Gozgor, Giray
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Äijö, Janne
4
Bouteska, Ahmed
3
Chevallier, Julien
3
Degiannakis, Stavros
3
Hammami, Yacine
3
Hudson, Robert
3
Ji, Qiang
3
Mateev, Miroslav
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Umar, Zaghum
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Urquhart, Andrew
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Vidal-García, Javier
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Vortelinos, Dimitrios I.
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Yin, Libo
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Boubaker, Sabri
2
Brooks, Chris
2
Cardona, Emilio
2
Chaiyuth Padungsaksawasdi
2
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2
Chi, Xie
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Research in international business and finance
Energy economics
29
International review of financial analysis
28
Finance research letters
25
Economic modelling
22
Fiscal studies : the journal of the Institute for Fiscal Studies
20
Applied economics
19
The economic journal : the journal of the Royal Economic Society
16
Applied financial economics
15
International journal of finance & economics : IJFE
15
Scottish journal of political economy : the journal of the Scottish Economic Society
13
The European journal of finance
13
International review of economics & finance : IREF
12
Journal of forecasting
11
New Zealand economic papers
10
The Manchester School of Economic and Social Studies
10
Bulletin of economic research
9
Journal of international financial markets, institutions & money
9
The Manchester School
9
Oxford bulletin of economics and statistics
8
Oxford economic papers
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
7
Journal of economic studies
7
Labour economics : official journal of the European Association of Labour Economists
7
The American economic review
7
Applied economics letters
6
Economica
6
International journal of forecasting
6
The economic record : er
6
The journal of asset management
6
The journal of futures markets
6
Financial innovation : FIN
5
International tax and public finance
5
Journal of applied econometrics
5
National Institute economic review
5
The Australian economic review
5
The North American journal of economics and finance : a journal of financial economics studies
5
The review of economic studies
5
BJIR : an international journal of employment relations
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ECONIS (ZBW)
8
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1
Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya
;
Bouri, Elie
;
Wee, Jung Bum
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432708
Saved in:
2
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
Saved in:
3
Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
Saved in:
4
Intraday momentum in Chinese commodity futures markets
Zhang, Wei
;
Wang, Pengfei
;
Li, Yi
- In:
Research in international business and finance
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012581368
Saved in:
5
Is idiosyncratic volatility priced in cryptocurrency markets?
Zhang, Wei
;
Li, Yi
- In:
Research in international business and finance
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012550051
Saved in:
6
The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581489
Saved in:
7
Stock return predictability : using the cyclical component of the price ratio
McMillan, David G.
- In:
Research in international business and finance
48
(
2019
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012135904
Saved in:
8
The behaviour of asset return and volatility spillovers in Turkey : a tale of two crises
Bajo Rubio, Oscar
;
Berke, Burcu
;
McMillan, David G.
- In:
Research in international business and finance
41
(
2017
),
pp. 577-589
Persistent link: https://www.econbiz.de/10011914596
Saved in:
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